A LARGE DEVIATION APPROACH TO PORTFOLIO MANAGEMENT
GARDIOL, L
GIBSON, R
BARES, P
CONT, R
GYGER, S
International Journal of Theoretical and Applied Finance
volume 3
issue 03
547-547
(21 Jul 2000)
Non-parametric calibration of jump–diffusion option pricing models
Cont, R
Tankov, P
The Journal of Computational Finance
volume 7
issue 3
1-49
(2004)
Recovering volatility from option prices by evolutionary optimization
Ben Hamida, S
Cont, R
The Journal of Computational Finance
volume 8
issue 4
43-76
(2005)
Model-free Representation of Pricing Rules as Conditional Expectations
BIAGINI, S
CONT, R
53-66
(26 Apr 2007)
Universal Features of Price Formation in Financial Markets: Perspectives From Deep Learning
Sirignano, J
Cont, R
(01 Jan 2018)
A Stochastic Partial Differential Equation Model for Limit Order Book Dynamics
Cont, R
Mueller, M
(01 Jan 2019)
Optimal rounding under integer constraints
Cont, R
Heidari, M
(30 Dec 2014)
Trade Duration, Volatility and Market Impact
Capponi, F
Cont, R
Sani, A
(01 Jan 2019)
A stochastic partial differential equation model for limit order book dynamics
Cont, R
Mueller, M
(05 Apr 2019)
Universal features of price formation in financial markets: perspectives from Deep Learning
Sirignano, J
Cont, R
(19 Mar 2018)